Market impact and performance of arbitrageurs of financial bubbles in an agent-based model
Rebecca Westphal, Didier Sornette
| Year of publication: |
2020
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|---|---|
| Authors: | Westphal, Rebecca ; Sornette, Didier |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 171.2020, p. 1-23
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| Subject: | Agent-based model | Arbitrageurs | Financial bubbles | Fundamentalists | Market impact | Noise traders | Spekulationsblase | Bubbles | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Börsenkurs | Share price | Noise Trading | Noise trading | Finanzkrise | Financial crisis | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2020.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012287971